2007•Journal of Lanzhou University of TechnologyRequires access

A class of modified BFGS algorithm with superlinear convergence based on new quasi-Newton equation

Haibin Wang

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Abstract

Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence.

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What this paper is about

Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence.

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Available abstract

Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence.

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Mathematics, Convergence (economics), Quasi-Newton method, Class (philosophy), Applied mathematics, Newton's method, Function (biology)

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